+194.8%
ETSY vs ES
+107.3%
+87.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -4.3% | -0.1% | -4.3% | -4.3% |
| 30D | +15.3% | +5.7% | +9.6% | +12.8% |
| 3M | +3.4% | -2.8% | +6.2% | +4.4% |
| 6M | +37.4% | +7.0% | +30.4% | +33.8% |
| YTD | +59.5% | +6.8% | +52.7% | +54.5% |
| 1Y | +49.7% | -0.5% | +50.1% | +48.3% |
| 3Y | +42.6% | +47.2% | -4.6% | +20.0% |
| 5Y | -65.8% | +2.3% | -68.1% | -67.4% |
| 10Y | +677.8% | +85.6% | +592.2% | +512.6% |
| All | +194.8% | +107.3% | +87.5% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling